Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-27 00:00:00+00:00 0.735284 0.836387 0.952548 1.097325 1.274988 1.488660 1.769414
2024-11-03 00:00:00+00:00 0.653528 0.786150 0.951557 1.177896 1.487709 1.910116 2.555045
2024-11-10 00:00:00+00:00 0.602431 0.758210 0.966158 1.274771 1.741807 2.462038 3.753012
2024-11-17 00:00:00+00:00 0.544417 0.709696 0.942531 1.312019 1.922014 2.975891 5.195529
2024-11-24 00:00:00+00:00 0.493730 0.662608 0.911533 1.330272 2.078460 3.520537 7.118869
2024-12-01 00:00:00+00:00 0.437162 0.598881 0.845119 1.277511 2.098188 3.825341 8.822863
2024-12-08 00:00:00+00:00 0.391430 0.545616 0.786968 1.226935 2.108468 4.123032 10.895709
2024-12-15 00:00:00+00:00 0.369588 0.526349 0.780372 1.266136 2.311665 4.990905 16.329043
2024-12-22 00:00:00+00:00 0.360490 0.525922 0.804762 1.368688 2.693079 6.633174 30.253338
2024-12-29 00:00:00+00:00 0.343083 0.509663 0.798959 1.410141 2.950865 8.171663 53.258967
2025-01-05 00:00:00+00:00 0.324271 0.488915 0.782023 1.424556 3.147920 9.741882 96.057428
2025-01-12 00:00:00+00:00 0.305203 0.465792 0.757590 1.417435 3.284880 11.274314 180.079653
2025-01-19 00:00:00+00:00 0.281613 0.433849 0.714906 1.366251 3.291564 12.352366 335.377605
2025-01-26 00:00:00+00:00 0.270818 0.423807 0.713918 1.415059 3.652764 16.264399 2253.794313
2025-02-02 00:00:00+00:00 0.263368 0.419081 0.722979 1.492161 4.172920 23.182348 NaN
2025-02-09 00:00:00+00:00 0.250846 0.403644 0.707714 1.502272 4.452037 29.570691 NaN
2025-02-16 00:00:00+00:00 0.238410 0.387276 0.688471 1.497512 4.674979 37.029164 NaN
2025-02-23 00:00:00+00:00 0.221660 0.361307 0.645559 1.416884 4.510981 38.353746 NaN
2025-03-02 00:00:00+00:00 0.207056 0.338600 0.607899 1.345756 4.366546 39.855990 NaN
2025-03-09 00:00:00+00:00 0.200966 0.332173 0.605921 1.380642 4.781362 56.903732 NaN
2025-03-16 00:00:00+00:00 0.199732 0.335243 0.625842 1.488598 5.707418 111.930592 NaN
2025-03-23 00:00:00+00:00 0.194401 0.329553 0.624619 1.529037 6.297681 191.803791 NaN
2025-03-30 00:00:00+00:00 0.187875 0.320905 0.615350 1.540508 6.723240 316.701412 NaN